+216.3%
RTX vs DBX
+20.1%
+196.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.2% |
| 7D | -5.2% | -2.4% | -2.7% | -4.8% |
| 30D | -9.4% | -0.5% | -8.9% | -9.4% |
| 3M | +12.3% | +28.1% | -15.8% | +7.2% |
| 6M | -3.1% | +33.1% | -36.2% | -8.8% |
| YTD | +10.7% | +25.3% | -14.6% | +5.3% |
| 1Y | +28.4% | +18.3% | +10.1% | +23.1% |
| 3Y | +147.1% | +25.0% | +122.0% | +129.1% |
| 5Y | +167.2% | +7.5% | +159.7% | +149.9% |
| All | +216.3% | +20.1% | +196.2% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling